Access Statistics for Degui Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Flexible Semiparametric Model for Time Series 0 0 0 53 0 1 2 79
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 0 0 0 136
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 0 0 40 0 0 3 73
A flexible semiparametric model for time series 0 0 0 50 0 0 0 91
A flexible semiparametric model for time series 0 0 0 0 0 1 1 2
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 0 2 14 0 1 5 10
Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series 0 0 0 28 0 0 1 12
Detection of multiple structural breaks in large covariance matrices 0 0 0 14 1 1 1 12
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 0 0 19 19 0 2 15 15
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 0 0 1 206
Estimating Smooth Structural Change in Cointegration Models 0 0 2 67 1 2 5 145
Estimating Time-Varying Networks for High-Dimensional Time Series 0 0 0 60 0 1 8 16
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 0 126 1 1 3 321
Estimation in Semiparametric Time Series Regression 0 0 1 68 1 1 3 115
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 0 0 1 124
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 0 2 140
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 0 1 57 0 1 7 21
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 0 0 18 0 1 4 16
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 0 0 1 2 4
Inference of Grouped Time-Varying Network Vector Autoregression Models 0 1 2 5 1 2 7 14
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 2 59 0 0 2 102
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 1 1 1 108
Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates 0 0 0 39 0 0 1 91
Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate 0 1 1 4 0 2 2 27
Loch linear fitting under near epoch dependence: uniform consistency with convergence rate 0 0 0 2 0 0 0 28
New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models 0 0 0 33 0 1 2 77
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 0 97 1 1 2 183
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 0 0 0 142
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 1 136 0 0 3 302
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 0 7 7 0 0 8 9
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 0 0 9 0 0 0 5
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 0 1 1 86 0 1 2 114
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 3 171 1 1 5 408
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables 0 0 0 32 0 0 1 120
Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data 0 0 0 47 0 0 0 244
Semiparametric Model Averaging of Ultra-High Dimensional Time Series 0 0 0 68 0 0 0 105
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 3 107 0 0 4 234
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 0 0 1 104
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 0 0 0 165
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 0 0 0 205
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 0 0 0 0 1
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 8 0 0 1 36
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 32 0 0 1 72
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 0 0 1 3 4
Specification Testing in Nonstationary Time Series Models 0 0 1 73 0 0 2 144
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression 1 1 1 6 3 3 3 30
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 0 0 0 114
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 0 2 2 109
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 0 0 2 88
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 0 0 0 97
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 0 0 1 89
Total Working Papers 1 4 47 2,320 11 29 120 5,109
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS 0 0 0 20 0 0 1 79
A flexible semiparametric forecasting model for time series 0 0 1 34 0 0 4 136
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables 0 0 0 9 0 0 0 40
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors 0 0 0 2 1 1 1 30
Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence 0 0 0 3 0 1 4 50
Change point estimators by local polynomial fits under a dependence assumption 0 1 1 16 0 3 4 74
Detection of Multiple Structural Breaks in Large Covariance Matrices 0 0 0 1 0 0 1 6
Estimating smooth structural change in cointegration models 0 0 0 23 0 0 1 86
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 0 0 0 147
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 0 0 0 87
Estimation in generalised varying-coefficient models with unspecified link functions 0 0 0 18 0 1 4 96
Estimation of Large Dynamic Covariance Matrices: A Selective Review 0 0 1 2 0 1 8 12
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation 0 0 0 1 0 0 1 11
Estimation of semi-varying coefficient models with nonstationary regressors 0 1 1 9 1 2 2 109
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 10 0 0 0 49
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 0 3 11 0 1 7 42
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES 0 0 0 9 1 1 1 56
Local Linear M‐estimation in non‐parametric spatial regression 0 0 0 57 0 1 2 145
Local Whittle estimation of long‐range dependence for functional time series 0 0 2 9 1 2 5 19
Local composite quantile regression smoothing for Harris recurrent Markov processes 0 0 0 3 0 0 2 36
Long-Range Dependent Curve Time Series 0 0 0 4 0 1 4 11
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients 0 0 0 6 1 1 1 22
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 0 0 16 1 1 3 64
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data 1 1 1 8 3 3 4 24
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates 0 0 0 3 0 1 4 48
Nonparametric estimation of large covariance matrices with conditional sparsity 1 1 4 10 1 1 9 26
Nonparametric homogeneity pursuit in functional-coefficient models 0 0 0 3 0 0 0 7
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 1 129 0 1 5 362
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 1 1 1 9 1 1 5 31
Robust estimation in a nonlinear cointegration model 0 0 0 25 1 1 2 80
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 1 1 2 13
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 0 1 1 2 1 2 3 27
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 4 0 0 3 46
Semiparametric trending panel data models with cross-sectional dependence 0 1 2 107 0 1 3 286
Spatial local M-estimation under association 0 0 0 13 0 0 1 49
Specification testing in nonstationary time series models 0 0 0 23 1 1 1 64
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 0 7 0 0 0 47
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 0 0 0 39
Variable selection in partially time-varying coefficient models 0 0 0 0 0 1 1 6
Total Journal Articles 3 7 19 695 15 31 99 2,562

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Statistics updated 2025-03-03